Class OrderLogHelper

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Building order book by the orders log.

public static class OrderLogHelper

Inheritance

object

OrderLogHelper

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Methods

GetCancelReason(OrderLogItem)

To get the reason for cancelling order in orders log.

[Obsolete("Use messages only.")]
public static OrderLogCancelReasons GetCancelReason(this OrderLogItem item)

Parameters

item OrderLogItem

Order log item.

Returns

OrderLogCancelReasons

The reason for order cancelling in order log.

IsCanceled(OrderLogItem)

To check, does the order log contain the cancelled order.

[Obsolete("Use messages only.")]
public static bool IsCanceled(this OrderLogItem item)

Parameters

item OrderLogItem

Order log item.

Returns

bool

true, if the order log contain the cancelled order, otherwise, false.

IsMatched(OrderLogItem)

To check, does the order log contain the order matching.

[Obsolete("Use messages only.")]
public static bool IsMatched(this OrderLogItem item)

Parameters

item OrderLogItem

Order log item.

Returns

bool

true, if the order log contains order matching, otherwise, false.

IsRegistered(OrderLogItem)

To check, does the order log contain the order registration.

[Obsolete("Use messages only.")]
public static bool IsRegistered(this OrderLogItem item)

Parameters

item OrderLogItem

Order log item.

Returns

bool

true, if the order log contains the order registration, otherwise, false.

ToOrderBooks(IEnumerable<OrderLogItem>, IOrderLogMarketDepthBuilder, TimeSpan, int)

Build market depths from order log.

[Obsolete("Use messages only.")]
public static IEnumerable<MarketDepth> ToOrderBooks(this IEnumerable<OrderLogItem> items, IOrderLogMarketDepthBuilder builder, TimeSpan interval = default, int maxDepth = 2147483647)

Parameters

items IEnumerable<OrderLogItem>

Orders log lines.

builder IOrderLogMarketDepthBuilder

Order log to market depth builder.

interval TimeSpan

The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.

maxDepth int

The maximal depth of order book. The default is MaxValue, which means endless depth.

Returns

IEnumerable<MarketDepth>

Market depths.

ToTrades(IEnumerable<OrderLogItem>)

To build tick trades from the orders log.

[Obsolete("Use messages only.")]
public static IEnumerable<Trade> ToTrades(this IEnumerable<OrderLogItem> items)

Parameters

items IEnumerable<OrderLogItem>

Orders log lines.

Returns

IEnumerable<Trade>

Tick trades.